On Stochastic Optimization Problems and an Application in Finance

Josef Anton Strini

Springer Fachmedien Wiesbaden, 2019

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Josef Anton Strini analyzes a special stochastic optimal control problem. The problem under study arose from a dynamic cash management model in finance, where decisions about the dividend and financing policies of a firm have to be made.

ISBN-13
9783658256906
ISBN-10
3658256907
Publisher
Springer Fachmedien Wiesbaden
Year
2019
Publication date
2019-03-19
Pages
106
Dimensions
210x148x